Multi-block alternating direction method of multipliers for ultrahigh dimensional quantile fused regression

DOI10.1016/J.CSDA.2023.107901MaRDI QIDQ6554253zbMATH OpenFDO

Authors Xiaofei Wu, Hao Ming, Zhimin Zhang, Zhenyu Cui

Publication date 12 June 2024

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

quantile regressionoracle propertiesfused LASSOmulti-block ADMM

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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• scientific article; zbMATH DE number 7370628 (Why is no real title available?)
• scientific article; zbMATH DE number 6438182 (Why is no real title available?)
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Cited in

(2)

• An explainable fused Lasso regression model for handling high-dimensional fuzzy data
• Group sparse structural smoothing recovery: model, statistical properties and algorithm

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